+152.2%
XLE vs PCOR
-22.6%
+174.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -10.3% | +23.7% | -34.0% | -12.0% |
| 30D | -3.3% | +39.0% | -42.3% | -6.2% |
| 3M | +8.2% | +35.8% | -27.6% | +4.9% |
| 6M | +5.0% | +38.2% | -33.2% | +1.4% |
| YTD | +40.6% | +3.9% | +36.6% | +39.2% |
| 1Y | +45.0% | +5.7% | +39.3% | +43.2% |
| 3Y | +56.3% | +44.8% | +11.5% | +47.7% |
| 5Y | +152.2% | -19.8% | +172.0% | +138.5% |
| All | +152.2% | -22.6% | +174.8% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling